-15.5%
PCG vs WYNN
-4.3%
-11.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.9% |
| 7D | +0.5% | -3.4% | +3.9% | +0.9% |
| 30D | -18.9% | -15.4% | -3.5% | -17.3% |
| 3M | -15.8% | -15.8% | -0.1% | -14.2% |
| 6M | -22.6% | -13.5% | -9.1% | -21.3% |
| YTD | -12.2% | -26.0% | +13.8% | -9.5% |
| 1Y | -7.1% | -27.4% | +20.3% | -4.3% |
| All | -15.5% | -4.3% | -11.3% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WYNN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling